The composition of stock price indices and the excess volatility puzzle
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References listed on IDEAS
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- Drees, Burkhard & Eckwert, Bernhard, 2000. "Leverage and the price volatility of equity shares in equilibrium," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(2), pages 155-167.
- Bernhard Eckwert & Andreas Szczutkowski, 2006. "Rationally mispriced assets in equilibrium," Spanish Economic Review, Springer;Spanish Economic Association, vol. 8(4), pages 285-299, December.
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